Was she or wasn't she? Jaimie Alexander made headlines last week for presumably going without underwear in an ultra-sheer dress to the Hollywood premiere of Thor: The Dark World on Nov. 4. But during a Thursday, Nov. 14 appearance on The Tonight Show With Jay Leno, the 29-year-old actress denied being completely naked underneath the black Azzaro Couture gown.

"There was something under there," Alexander said, without elaborating further on what exactly that "something" was. But the actress did share her secret for how she made the revealing dress stay in place while walking the red carpet.

"There was a lot of toupee tape," she explained, referring to the adhesive used to attach hairpieces.

"I don't see the toupee," Leno quipped.

"That's good, Jay. I didn't want anybody to see the toupee," Alexander joked. She also added that she walked "very carefully, flexing every muscle that I don't have" so that nothing would move out of place.

Alexander has been dating Jennie Garth's ex-husband, Peter Facinelli, since fall 2012, but she attended the Thor: The Dark World premiere solo. Leno joked that she must have attracted a lot of attention from men, but Alexander said, "No, I get hit on by a lot of chicks though."

Another way the actress prepped to look her best in the sheer dress? Us Weekly exclusively learned that Alexander got a St. Tropez spray tan ahead of her red carpet appearance.

"Jaimie has an absolutely extraordinary figure, but with such a revealing dress, we did a custom St. Tropez Skin Finish to contour the body -- enhancing her natural shape and muscle tone," Fiona Locke, a St. Tropez skin finishing expert, told Us. "Skin Finishing adds a layer of confidence to your skin, making you feel a little less naked."